Yeah messages + is a little buggy. Sometimes I don't get my notifications from text messages and phone calls on my watch when I'm connected to Bluetooth. I then find out that my voice calling isn't active because when I try to make a call it says service is unavailable which means my notifications won't work either.
My theory is, if my watch is connected to my phone via Bluetooth, my watch uses my phone's signal. If my phone signal is not good, then message+ doesn't work.
I hate it sometimes because a reboot usually fixes it.
When it works it's awesome. I've used this feature when I go out running and it works perfect. I leave my phone connected to wifi and I turn on my cellular on my watch. I leave and I get all of my calls and messages from my smartphone. Hopefully it's an app issue and an update can make it more stable when connected via Bluetooth to our smartphone.
What I've been doing is turning off phone and text messages from the advance menu under cellular when my watch and smartphone are together. I only turn that on when I want to leave my phone behind and just roll with my watch.